Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms

DOI10.1023/B:FEJM.0000039876.65786.C2zbMATH Open1079.91533MaRDI QIDQ702224

Hitoshi Takehara, Keiichi Kubota

Publication date: 17 January 2005

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

zbMATH Keywords

GMMCAPMcross-holdingsFama and MacBeth testfinancial sectorHansen and Jagannathan distance measuremarket portfoliomulti-factor model

Mathematics Subject Classification ID

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